+50.7%
O vs AU
+699.0%
-648.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -2.9% | -4.3% | +1.4% | -2.5% |
| 30D | -4.5% | +7.3% | -11.8% | -5.1% |
| 3M | -2.6% | +26.3% | -29.0% | -4.6% |
| 6M | -5.6% | +1.8% | -7.4% | -6.4% |
| YTD | +9.3% | +26.8% | -17.5% | +6.1% |
| 1Y | +4.3% | +66.7% | -62.4% | -1.3% |
| 3Y | +27.4% | +579.1% | -551.6% | +5.7% |
| 5Y | +17.1% | +689.3% | -672.3% | -5.4% |
| All | +50.7% | +699.0% | -648.2% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling